Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"I am very pleased with the DTNIQ system for quotes and news." - Comment from Larry
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
"I am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don
"I am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther
"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
Home  Search  Register  Login  Recent Posts
Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: sanjayqdt
About Contact
Joined: Feb 5, 2023 01:19 PM
Last Post: Feb 6, 2023 09:14 AM
Last Visit: Feb 6, 2023 02:21 PM
Website:  
Location: NY, NY
Occupation: Analyst
Interests: Python
Avatar:
Smithers!
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
sanjayqdt has contributed to 2 posts out of 20980 total posts (0.01%) in 122 days (0.02 posts per day).

20 Most recent posts:
Data and Content Support » SECOND front month contract volumes for Cocoa not matching Bloomberg Volumes Feb 6, 2023 09:14 AM (Total replies: 3)

getHistory is actually internal code, I apologize, I misunderstood what a colleague's code was doing.
I see now that the values match. Thanks for the quick response.

Data and Content Support » SECOND front month contract volumes for Cocoa not matching Bloomberg Volumes Feb 5, 2023 01:36 PM (Total replies: 3)

I pulled the hourly prints for the second front month contract for ICE US Cocoa Futures (CC*2 and, currently, the May 23 expiry) from the getHistory API.

I noticed that the volume for daily traded contracts is different from what I see on my Bloomberg terminal. If I sum up the hourly volumes traded, I come to ~12,000 contracts traded on Feb 1 (Wednesday) and if I compare this to Bloomberg, I see ~23,000 contracts traded. I don't understand why these volumes would be different when the prices seem to match?


Time: Tue June 6, 2023 7:49 AM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003